+195.8%
PDD vs PPL
+75.0%
+120.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | -4.9% | -0.4% | -4.5% | -4.8% |
| 30D | -3.0% | +2.6% | -5.7% | -3.3% |
| 3M | -6.2% | +0.8% | -7.0% | -6.3% |
| 6M | -20.7% | +1.4% | -22.1% | -20.9% |
| YTD | -30.4% | +4.3% | -34.7% | -30.9% |
| 1Y | -41.3% | +0.8% | -42.0% | -41.5% |
| 3Y | -27.7% | +57.9% | -85.6% | -32.9% |
| 5Y | -16.9% | +48.3% | -65.2% | -22.1% |
| All | +195.8% | +75.0% | +120.8% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling